0.52Open4.40Pre Close50 Volume6 Open Interest45.00Strike Price2.60KTurnover58.16%IV0.31%PremiumSep 20, 2024Expiry Date0.38Intrinsic Value100Multiplier1DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type-0.5837Delta0.2417Gamma52.49Leverage Ratio-0.2790Theta-0.0010Rho-30.64Eff Leverage0.0108Vega